Lagrangian Systems

The Euler-Lagrange equations, that is the dynamical equations of a Lagrangian system, are given in terms of the Lagrangian $L(x,v)$ by

\[\frac{d}{dt} \frac{\partial L}{\partial v} - \frac{\partial L}{\partial x} = 0 .\]

For regular (i.e. non-degenerate) Lagrangians, this is a set of second-order ordinary differential equations. In many numerical applications, it is advantageous to solve the implicit form of these equations, given by

\[\begin{align*} \frac{d \vartheta}{dt} &= f , & \vartheta &= \frac{\partial L}{\partial v} , & f = \frac{\partial L}{\partial x} . \end{align*}\]

In the following, we show how these equations can be obtained for the example of a particle in a square potential.

Particle in a potential

Before any use, we need to load EulerLagrange:

using EulerLagrange

Next, we generate symbolic variables for a two-dimensional system:

t, x, v = lagrangian_variables(2)
(t, (x(t))[1:2], (v(t))[1:2])

With those variables, we can construct a Lagrangian

using LinearAlgebra
L = v ⋅ v / 2 - x ⋅ x / 2
-(1//2)*LinearAlgebra.dot(x(t), x(t)) + LinearAlgebra.dot(v(t), v(t)) / 2

This Lagrangian together with the symbolic variables is then used to construct a LagrangianSystem:

lag_sys = LagrangianSystem(L, t, x, v)

Lagrangian system with

L = ((v(t))[1]^2 + (v(t))[2]^2) / 2 - (1//2)*((x(t))[1]^2 + (x(t))[2]^2)

The constructor computes the Euler-Lagrange equations and generates the corresponding Julia code. In the last step, we can now construct a LODEProblem from the LagrangianSystem and some appropriate initial conditions, a time span to integrate over and a time step:

tspan = (0.0, 10.0)
tstep = 0.01

q₀ = [1.0, 1.0]
p₀ = [0.5, 2.0]

lprob = LODEProblem(lag_sys, tspan, tstep, q₀, p₀)
Geometric Equation Problem for Lagrangian Ordinary Differential Equation (LODE)

 with vector fields
   ϑ = RuntimeGeneratedFunctions.RuntimeGeneratedFunction{(:ˍ₋out, :t, :X, :V, :params), EulerLagrange.var"#_RGF_ModTag", EulerLagrange.var"#_RGF_ModTag", (0x4889eaba, 0x3711d03f, 0x67dd90d3, 0x9ce688d2, 0x5021471b), Expr}(:(#= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =# @inbounds begin
          #= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =#
          begin
              #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1264 =# @inbounds begin
                      #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1260 =#
                      ˍ₋out[1] = (getindex)(V, 1)
                      ˍ₋out[2] = (getindex)(V, 2)
                      #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1262 =#
                      ˍ₋out
                  end
          end
      end))
   f = RuntimeGeneratedFunctions.RuntimeGeneratedFunction{(:ˍ₋out, :t, :X, :V, :params), EulerLagrange.var"#_RGF_ModTag", EulerLagrange.var"#_RGF_ModTag", (0x698b640d, 0x25197a89, 0xe965cee8, 0x7fe417c1, 0xbf67a0c5), Expr}(:(#= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =# @inbounds begin
          #= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =#
          begin
              begin
                  var"##cse#1" = -1//1
                  var"##cse#2" = (*)(var"##cse#1", (getindex)(X, 1))
                  var"##cse#3" = (*)(var"##cse#1", (getindex)(X, 2))
                  #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1264 =# @inbounds begin
                          #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1260 =#
                          ˍ₋out[1] = var"##cse#2"
                          ˍ₋out[2] = var"##cse#3"
                          #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1262 =#
                          ˍ₋out
                      end
              end
          end
      end))
   g = RuntimeGeneratedFunctions.RuntimeGeneratedFunction{(:ˍ₋out, :t, :X, :V, :Λ, :params), EulerLagrange.var"#_RGF_ModTag", EulerLagrange.var"#_RGF_ModTag", (0xd78db5e6, 0x97238c19, 0xadd210ce, 0xe0bfc6f5, 0x926922e1), Expr}(:(#= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =# @inbounds begin
          #= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =#
          begin
              #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1264 =# @inbounds begin
                      #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1260 =#
                      ˍ₋out[1] = (getindex)(Λ, 1)
                      ˍ₋out[2] = (getindex)(Λ, 2)
                      #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1262 =#
                      ˍ₋out
                  end
          end
      end))

 Lagrangian: L = RuntimeGeneratedFunctions.RuntimeGeneratedFunction{(:t, :X, :V, :params), EulerLagrange.var"#_RGF_ModTag", EulerLagrange.var"#_RGF_ModTag", (0x18252304, 0x496880e4, 0x684e2df9, 0x69ba24a6, 0x7b6b6ee1), Expr}(:(#= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:170 =# @inbounds begin
          #= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:170 =#
          begin
              begin
                  var"##cse#1" = -1//2
                  var"##cse#2" = 2
                  var"##cse#3" = (^)((getindex)(X, 1), var"##cse#2")
                  var"##cse#4" = (^)((getindex)(X, 2), var"##cse#2")
                  var"##cse#5" = (+)(var"##cse#3", var"##cse#4")
                  var"##cse#6" = (*)(var"##cse#1", var"##cse#5")
                  var"##cse#7" = (^)((getindex)(V, 1), var"##cse#2")
                  var"##cse#8" = (^)((getindex)(V, 2), var"##cse#2")
                  var"##cse#9" = (+)(var"##cse#7", var"##cse#8")
                  var"##cse#10" = (/)(var"##cse#9", var"##cse#2")
                  var"##cse#11" = (+)(var"##cse#6", var"##cse#10")
                  var"##cse#11"
              end
          end
      end))

 Invariants: 
   GeometricBase.NullInvariants()

 Timespan: (0.0, 10.0) 
 Timestep: 0.01 

 Initial conditions: 
   (t = fill(0.0), q = [1.0, 1.0], p = [0.5, 2.0], v = [0.0, 0.0])

 Parameters: 
   GeometricBase.NullParameters()

We can integrate this system using GeometricIntegrators:

using GeometricIntegrators
sol = integrate(lprob, Gauss(1))

using CairoMakie
fig = lines(parent(sol.q[:,1]), parent(sol.q[:,2]);
    axis = (; xlabel = "x₁", ylabel = "x₂", title = "Particle moving in a square potential"),
    figure = (; size = (800,600), fontsize = 22))
┌ Warning: Hermite Extrapolation: q's history[1] and history[2] are identical!
@ GeometricIntegratorsBase ~/.julia/packages/GeometricIntegratorsBase/Xm0Y1/src/extrapolation/hermite.jl:206

Parameters

We can also include parametric dependencies in the Lagrangian. Consider, for example, a parameter α that determines the strength of the potential.

The easiest way, to account for parameters, is to create a named tuple with typical values for each parameter, e.g.,

params = (α = 5.0,)
(α = 5.0,)

In the next step, we use the function symbolize to generate a symbolic version of the parameters:

sparams = symbolize(params)
(α = αₚ,)

Now we modify the Lagrangian to account for the parameter:

L = v ⋅ v / 2 - sparams.α * (x ⋅ x) / 2
LinearAlgebra.dot(v(t), v(t)) / 2 - (1//2)*LinearAlgebra.dot(x(t), x(t))*αₚ

From here on, everything follows along the same lines as before, the only difference being that we also need to pass the symbolic parameters sparams to the LagrangianSystem constructor:

lag_sys = LagrangianSystem(L, t, x, v, sparams)

Lagrangian system with

L = ((v(t))[1]^2 + (v(t))[2]^2) / 2 - (1//2)*((x(t))[1]^2 + (x(t))[2]^2)*αₚ

Analogously, we need to pass actual parameter values params to the LODEProblem constructor via the parameters keyword argument:

lprob = LODEProblem(lag_sys, tspan, tstep, q₀, p₀; parameters = params)
Geometric Equation Problem for Lagrangian Ordinary Differential Equation (LODE)

 with vector fields
   ϑ = RuntimeGeneratedFunctions.RuntimeGeneratedFunction{(:ˍ₋out, :t, :X, :V, :params), EulerLagrange.var"#_RGF_ModTag", EulerLagrange.var"#_RGF_ModTag", (0x4889eaba, 0x3711d03f, 0x67dd90d3, 0x9ce688d2, 0x5021471b), Expr}(:(#= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =# @inbounds begin
          #= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =#
          begin
              #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1264 =# @inbounds begin
                      #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1260 =#
                      ˍ₋out[1] = (getindex)(V, 1)
                      ˍ₋out[2] = (getindex)(V, 2)
                      #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1262 =#
                      ˍ₋out
                  end
          end
      end))
   f = RuntimeGeneratedFunctions.RuntimeGeneratedFunction{(:ˍ₋out, :t, :X, :V, :params), EulerLagrange.var"#_RGF_ModTag", EulerLagrange.var"#_RGF_ModTag", (0xf406ee87, 0x30cb2f9c, 0xc9577bd0, 0x5bda2b34, 0xc5655ab9), Expr}(:(#= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =# @inbounds begin
          #= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =#
          begin
              begin
                  var"##cse#1" = -1//1
                  var"##cse#2" = (*)((*)(var"##cse#1", (getindex)(X, 1)), params.α)
                  var"##cse#3" = (*)((*)(var"##cse#1", params.α), (getindex)(X, 2))
                  #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1264 =# @inbounds begin
                          #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1260 =#
                          ˍ₋out[1] = var"##cse#2"
                          ˍ₋out[2] = var"##cse#3"
                          #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1262 =#
                          ˍ₋out
                      end
              end
          end
      end))
   g = RuntimeGeneratedFunctions.RuntimeGeneratedFunction{(:ˍ₋out, :t, :X, :V, :Λ, :params), EulerLagrange.var"#_RGF_ModTag", EulerLagrange.var"#_RGF_ModTag", (0xd78db5e6, 0x97238c19, 0xadd210ce, 0xe0bfc6f5, 0x926922e1), Expr}(:(#= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =# @inbounds begin
          #= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:410 =#
          begin
              #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1264 =# @inbounds begin
                      #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1260 =#
                      ˍ₋out[1] = (getindex)(Λ, 1)
                      ˍ₋out[2] = (getindex)(Λ, 2)
                      #= /home/runner/.julia/packages/SymbolicUtils/c9cTZ/src/code.jl:1262 =#
                      ˍ₋out
                  end
          end
      end))

 Lagrangian: L = RuntimeGeneratedFunctions.RuntimeGeneratedFunction{(:t, :X, :V, :params), EulerLagrange.var"#_RGF_ModTag", EulerLagrange.var"#_RGF_ModTag", (0xf0153768, 0x17899099, 0x1469d03e, 0x352f3e28, 0x2b5e1d92), Expr}(:(#= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:170 =# @inbounds begin
          #= /home/runner/.julia/packages/Symbolics/mLvup/src/build_function.jl:170 =#
          begin
              begin
                  var"##cse#1" = -1//2
                  var"##cse#2" = 2
                  var"##cse#3" = (^)((getindex)(X, 1), var"##cse#2")
                  var"##cse#4" = (^)((getindex)(X, 2), var"##cse#2")
                  var"##cse#5" = (+)(var"##cse#3", var"##cse#4")
                  var"##cse#6" = (*)((*)(var"##cse#1", var"##cse#5"), params.α)
                  var"##cse#7" = (^)((getindex)(V, 1), var"##cse#2")
                  var"##cse#8" = (^)((getindex)(V, 2), var"##cse#2")
                  var"##cse#9" = (+)(var"##cse#7", var"##cse#8")
                  var"##cse#10" = (/)(var"##cse#9", var"##cse#2")
                  var"##cse#11" = (+)(var"##cse#6", var"##cse#10")
                  var"##cse#11"
              end
          end
      end))

 Invariants: 
   GeometricBase.NullInvariants()

 Timespan: (0.0, 10.0) 
 Timestep: 0.01 

 Initial conditions: 
   (t = fill(0.0), q = [1.0, 1.0], p = [0.5, 2.0], v = [0.0, 0.0])

 Parameters: 
   (α = 5.0,)

This problem can again be integrated using GeometricIntegrators:

sol = integrate(lprob, Gauss(1))

fig = lines(parent(sol.q[:,1]), parent(sol.q[:,2]);
    axis = (; xlabel = "x₁", ylabel = "x₂", title = "Particle moving in a square potential"),
    figure = (; size = (800,600), fontsize = 22))
┌ Warning: Hermite Extrapolation: q's history[1] and history[2] are identical!
@ GeometricIntegratorsBase ~/.julia/packages/GeometricIntegratorsBase/Xm0Y1/src/extrapolation/hermite.jl:206